Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47541.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46143.78 Kr¶

PnL: ---------------------------------------> -744.79 Kr¶

DD now: ---------------------------------> -2.237 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:48:53.339933'

Anic Portfolio¶

Today¶

Return: 0.031 %¶

This Week¶

Return: 0.031 %¶

Total¶

Return: 55.64 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -0.410000 776.800000 103.800000 15.420000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.450000 3530.460000 76.460000 2.210000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.210000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.360000 386.500000 31.500000 8.870000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
AcadeMedia 12 0.700000 583.440000 26.440000 4.750000 557.000004
Swedbank A 3 -0.180000 588.300000 24.300000 4.310000 564.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Intrum 4 -0.910000 543.000000 16.000000 3.040000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Corem Property Group B 59 -4.620000 585.280000 8.280000 1.440000 576.999999
Securitas B 6 -1.940000 576.600000 6.600000 1.160000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Coor Service Management Hold. 8 -1.480000 532.800000 0.800000 0.150000 532.000000
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 -0.220000 566.370000 -16.630000 -2.850000 582.999984
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
CTEK 13 -1.280000 503.100000 -30.900000 -5.790000 533.999999
International Petroleum Corp. 5 -2.180000 561.500000 -33.070000 -5.560000 594.565215
Essity B 2 1.120000 540.400000 -33.600000 -5.850000 574.000000
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.930000 564.710000 -48.290000 -7.880000 612.999432
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.740000 2886.000000 -85.000000 -2.860000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.760000 3528.200000 -227.800000 -6.060000 3756.000001
Ovzon 52 -0.930000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46143.780000 -744.790000 -2.23749% 46888.564618

Updated:¶

'2023-01-30 11:49:06.151781'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶